392 lines
14 KiB
Python
392 lines
14 KiB
Python
import asyncio
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import logging
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from copy import deepcopy
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from pathlib import Path
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from typing import List, Optional
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from fastapi import APIRouter, BackgroundTasks, Depends
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from fastapi.exceptions import HTTPException
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from freqtrade import __version__
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from freqtrade.constants import USERPATH_STRATEGIES
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from freqtrade.data.history import get_datahandler
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from freqtrade.exceptions import OperationalException
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from freqtrade.rpc import RPC
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from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestRequest, BacktestResponse,
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Balances, BlacklistPayload, BlacklistResponse,
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Count, Daily, DeleteLockRequest, DeleteTrade,
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ForceBuyPayload, ForceBuyResponse,
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ForceSellPayload, Locks, Logs, OpenTradeSchema,
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PairHistory, PerformanceEntry, Ping, PlotConfig,
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Profit, ResultMsg, ShowConfig, Stats, StatusMsg,
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StrategyListResponse, StrategyResponse, Version,
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WhitelistResponse)
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from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
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from freqtrade.rpc.rpc import RPCException
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from freqtrade.state import BacktestState
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logger = logging.getLogger(__name__)
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# Public API, requires no auth.
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router_public = APIRouter()
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# Private API, protected by authentication
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router = APIRouter()
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@router_public.get('/ping', response_model=Ping)
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def ping():
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"""simple ping"""
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return {"status": "pong"}
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@router.get('/version', response_model=Version, tags=['info'])
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def version():
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""" Bot Version info"""
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return {"version": __version__}
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@router.get('/balance', response_model=Balances, tags=['info'])
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def balance(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
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"""Account Balances"""
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return rpc._rpc_balance(config['stake_currency'], config.get('fiat_display_currency', ''),)
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@router.get('/count', response_model=Count, tags=['info'])
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def count(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_count()
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@router.get('/performance', response_model=List[PerformanceEntry], tags=['info'])
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def performance(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_performance()
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@router.get('/profit', response_model=Profit, tags=['info'])
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def profit(rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
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return rpc._rpc_trade_statistics(config['stake_currency'],
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config.get('fiat_display_currency')
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)
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@router.get('/stats', response_model=Stats, tags=['info'])
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def stats(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_stats()
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@router.get('/daily', response_model=Daily, tags=['info'])
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def daily(timescale: int = 7, rpc: RPC = Depends(get_rpc), config=Depends(get_config)):
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return rpc._rpc_daily_profit(timescale, config['stake_currency'],
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config.get('fiat_display_currency', ''))
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@router.get('/status', response_model=List[OpenTradeSchema], tags=['info'])
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def status(rpc: RPC = Depends(get_rpc)):
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try:
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return rpc._rpc_trade_status()
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except RPCException:
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return []
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# Using the responsemodel here will cause a ~100% increase in response time (from 1s to 2s)
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# on big databases. Correct response model: response_model=TradeResponse,
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@router.get('/trades', tags=['info', 'trading'])
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def trades(limit: int = 500, offset: int = 0, rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_trade_history(limit, offset=offset, order_by_id=True)
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@router.get('/trade/{tradeid}', response_model=OpenTradeSchema, tags=['info', 'trading'])
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def trade(tradeid: int = 0, rpc: RPC = Depends(get_rpc)):
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try:
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return rpc._rpc_trade_status([tradeid])[0]
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except (RPCException, KeyError):
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raise HTTPException(status_code=404, detail='Trade not found.')
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@router.delete('/trades/{tradeid}', response_model=DeleteTrade, tags=['info', 'trading'])
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def trades_delete(tradeid: int, rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_delete(tradeid)
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# TODO: Missing response model
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@router.get('/edge', tags=['info'])
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def edge(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_edge()
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@router.get('/show_config', response_model=ShowConfig, tags=['info'])
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def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(get_config)):
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state = ''
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if rpc:
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state = rpc._freqtrade.state
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return RPC._rpc_show_config(config, state)
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@router.post('/forcebuy', response_model=ForceBuyResponse, tags=['trading'])
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def forcebuy(payload: ForceBuyPayload, rpc: RPC = Depends(get_rpc)):
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trade = rpc._rpc_forcebuy(payload.pair, payload.price)
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if trade:
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return ForceBuyResponse.parse_obj(trade.to_json())
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else:
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return ForceBuyResponse.parse_obj({"status": f"Error buying pair {payload.pair}."})
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@router.post('/forcesell', response_model=ResultMsg, tags=['trading'])
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def forcesell(payload: ForceSellPayload, rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_forcesell(payload.tradeid)
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@router.get('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist'])
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def blacklist(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_blacklist()
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@router.post('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist'])
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def blacklist_post(payload: BlacklistPayload, rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_blacklist(payload.blacklist)
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@router.get('/whitelist', response_model=WhitelistResponse, tags=['info', 'pairlist'])
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def whitelist(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_whitelist()
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@router.get('/locks', response_model=Locks, tags=['info', 'locks'])
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def locks(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_locks()
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@router.delete('/locks/{lockid}', response_model=Locks, tags=['info', 'locks'])
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def delete_lock(lockid: int, rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_delete_lock(lockid=lockid)
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@router.post('/locks/delete', response_model=Locks, tags=['info', 'locks'])
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def delete_lock_pair(payload: DeleteLockRequest, rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_delete_lock(lockid=payload.lockid, pair=payload.pair)
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@router.get('/logs', response_model=Logs, tags=['info'])
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def logs(limit: Optional[int] = None):
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return RPC._rpc_get_logs(limit)
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@router.post('/start', response_model=StatusMsg, tags=['botcontrol'])
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def start(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_start()
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@router.post('/stop', response_model=StatusMsg, tags=['botcontrol'])
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def stop(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_stop()
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@router.post('/stopbuy', response_model=StatusMsg, tags=['botcontrol'])
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def stop_buy(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_stopbuy()
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@router.post('/reload_config', response_model=StatusMsg, tags=['botcontrol'])
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def reload_config(rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_reload_config()
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@router.get('/pair_candles', response_model=PairHistory, tags=['candle data'])
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def pair_candles(pair: str, timeframe: str, limit: Optional[int], rpc: RPC = Depends(get_rpc)):
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return rpc._rpc_analysed_dataframe(pair, timeframe, limit)
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@router.get('/pair_history', response_model=PairHistory, tags=['candle data'])
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def pair_history(pair: str, timeframe: str, timerange: str, strategy: str,
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config=Depends(get_config)):
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config = deepcopy(config)
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config.update({
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'strategy': strategy,
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})
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return RPC._rpc_analysed_history_full(config, pair, timeframe, timerange)
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@router.get('/plot_config', response_model=PlotConfig, tags=['candle data'])
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def plot_config(rpc: RPC = Depends(get_rpc)):
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return PlotConfig.parse_obj(rpc._rpc_plot_config())
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@router.get('/strategies', response_model=StrategyListResponse, tags=['strategy'])
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def list_strategies(config=Depends(get_config)):
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directory = Path(config.get(
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'strategy_path', config['user_data_dir'] / USERPATH_STRATEGIES))
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from freqtrade.resolvers.strategy_resolver import StrategyResolver
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strategies = StrategyResolver.search_all_objects(directory, False)
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strategies = sorted(strategies, key=lambda x: x['name'])
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return {'strategies': [x['name'] for x in strategies]}
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@router.get('/strategy/{strategy}', response_model=StrategyResponse, tags=['strategy'])
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def get_strategy(strategy: str, config=Depends(get_config)):
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config = deepcopy(config)
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from freqtrade.resolvers.strategy_resolver import StrategyResolver
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try:
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strategy_obj = StrategyResolver._load_strategy(strategy, config,
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extra_dir=config.get('strategy_path'))
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except OperationalException:
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raise HTTPException(status_code=404, detail='Strategy not found')
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return {
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'strategy': strategy_obj.get_strategy_name(),
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'code': strategy_obj.__source__,
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}
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@router.get('/available_pairs', response_model=AvailablePairs, tags=['candle data'])
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def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Optional[str] = None,
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config=Depends(get_config)):
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dh = get_datahandler(config['datadir'], config.get('dataformat_ohlcv', None))
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pair_interval = dh.ohlcv_get_available_data(config['datadir'])
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if timeframe:
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pair_interval = [pair for pair in pair_interval if pair[1] == timeframe]
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if stake_currency:
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pair_interval = [pair for pair in pair_interval if pair[0].endswith(stake_currency)]
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pair_interval = sorted(pair_interval, key=lambda x: x[0])
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pairs = list({x[0] for x in pair_interval})
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result = {
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'length': len(pairs),
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'pairs': pairs,
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'pair_interval': pair_interval,
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}
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return result
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@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
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config=Depends(get_config)):
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"""Start backtesting if not done so already"""
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if ApiServer._bgtask_running:
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raise RPCException('Bot Background task already running')
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btconfig = deepcopy(config)
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settings = dict(bt_settings)
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# Pydantic models will contain all keys, but non-provided ones are None
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for setting in settings.keys():
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if settings[setting] is not None:
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btconfig[setting] = settings[setting]
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# Start backtesting
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# Initialize backtesting object
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def run_backtest():
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from freqtrade.optimize.optimize_reports import generate_backtest_stats
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from freqtrade.resolvers import StrategyResolver
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asyncio.set_event_loop(asyncio.new_event_loop())
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try:
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# Reload strategy
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lastconfig = ApiServer._lastbacktestconfig
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strat = StrategyResolver.load_strategy(btconfig)
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if (not ApiServer._bt
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or lastconfig.get('timeframe') != strat.timeframe
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or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
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or lastconfig.get('protections') != btconfig.get('protections', [])
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or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
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# TODO: Investigate if enabling protections can be dynamically ingested from here...
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from freqtrade.optimize.backtesting import Backtesting
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ApiServer._bt = Backtesting(btconfig)
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# Reset data if backtesting is reloaded
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# TODO: is this always necessary??
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ApiServer._backtestdata = None
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if (not ApiServer._backtestdata or not ApiServer._bt_timerange
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or lastconfig.get('timerange') != btconfig['timerange']):
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lastconfig['timerange'] = btconfig['timerange']
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lastconfig['protections'] = btconfig.get('protections', [])
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lastconfig['enable_protections'] = btconfig.get('enable_protections')
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lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
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lastconfig['timeframe'] = strat.timeframe
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ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
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min_date, max_date = ApiServer._bt.backtest_one_strategy(
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strat, ApiServer._backtestdata,
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ApiServer._bt_timerange)
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ApiServer._bt.results = generate_backtest_stats(
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ApiServer._backtestdata, ApiServer._bt.all_results,
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min_date=min_date, max_date=max_date)
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logger.info("Backtesting finished.")
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finally:
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ApiServer._bgtask_running = False
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background_tasks.add_task(run_backtest)
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ApiServer._bgtask_running = True
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return {
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"status": "running",
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"running": True,
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"progress": 0,
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"step": str(BacktestState.STARTUP),
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"status_msg": "Backtest started",
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}
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@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_get_backtest():
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"""
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Get backtesting result.
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Returns Result after backtesting has been ran.
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"""
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if ApiServer._bgtask_running:
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return {
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"status": "running",
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"running": True,
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"step": ApiServer._bt.get_action() if ApiServer._bt else str(BacktestState.STARTUP),
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"progress": ApiServer._bt.get_progress() if ApiServer._bt else 0,
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"status_msg": "Backtest running",
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}
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if not ApiServer._bt:
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return {
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"status": "not_started",
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"running": False,
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"step": "",
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"progress": 0,
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"status_msg": "Backtesting not yet executed"
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}
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return {
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"status": "ended",
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"running": False,
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"status_msg": "Backtest ended",
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"step": "finished",
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"progress": 1,
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"backtest_result": ApiServer._bt.results,
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}
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@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_delete_backtest():
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"""Reset backtesting"""
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if ApiServer._bgtask_running:
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return {
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"status": "running",
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"running": True,
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"progress": 0,
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"status_msg": "Backtest running",
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}
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if ApiServer._bt:
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del ApiServer._bt
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ApiServer._bt = None
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del ApiServer._backtestdata
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ApiServer._backtestdata = None
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logger.info("Backtesting reset")
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return {
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"status": "reset",
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"running": False,
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"progress": 0,
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"status_msg": "Backtesting reset",
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}
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